Jay Barnson on the Challenges of Episodic RPGs
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To really pull it off and to make the episodes really work in any order, a game would have to incorporate the oft-dreaded technique of scaling to the player's level. This would be (in my old-school, dice-and-paper perspective) the equivalent of a gamemaster customizing an adventure for his existing party. The problem is that level scaling can really rob a game of a lot of any feeling of progression. It enforces the '˜treadmill' feeling.
Another option would be to have each episode support a level range. If your party was outside of the level range, they'd be automatically boosted or reduced to fit. This is really just another version of level-scaling, and on top of that reinforces the feeling that the episodes are really intended to be played in a particular order. Also, it feels terrible to have your character robbed of their achievements, even if only for a little while.
A third option is to tightly limit progression, so a character at the beginning of the season isn't too different from the same character at the end of a season, and make sure each episode can accommodate the full range of progression. This might be realistic, but is not very satisfying. Too much of this, and you really just have an adventure game with combat.
Then there are some other problems, like what objects should carry over between episodes. Would an artifact discovered in Episode 9 be able to resolve the entire quest line in episode 2 in five seconds? Careful writing and planning could resolve this, but it's still a concern.